Projects

Multivariate fractional integration, fractional cointegration, structural changes, nonlinear models and other dynamic processes in macro time series

Head researcher: Luis Alberiko Gil-Alaña

Members: Yuliya Lovcha

Reference: ECO2011-28196 Start year: 2011 End year: 2014

Category: Competitive R&D projects and contracts

Institution: Ministerio de Ciencia y Educación

Multivariate fractional integration, fractional cointegration, structural changes, nonlinear models and other dynamic processes in macro time series